Forecasting exchange rates under parameter and model uncertainty J Beckmann, R Schüssler Journal of International Money and Finance 60, 267-288, 2016 | 81 | 2016 |
Forecasting the equity premium: mind the news! P Adämmer, RA Schüssler Review of Finance 24 (6), 1313-1355, 2020 | 47 | 2020 |
Exchange rate predictability and dynamic Bayesian learning J Beckmann, G Koop, D Korobilis, RA Schüssler Journal of Applied Econometrics 35 (4), 410-421, 2020 | 33 | 2020 |
Cross-country uncertainty spillovers: Evidence from international survey data J Beckmann, SN Davidson, G Koop, R Schüssler Journal of International Money and Finance 130, 102760, 2023 | 8 | 2023 |
Constructing minimum-width confidence bands R Schüssler, M Trede Economics Letters 145, 182-185, 2016 | 5 | 2016 |
Forecasting equity premia using bayesian dynamic model averaging J Beckmann, R Schüssler CQE Working Papers, 2014 | 5 | 2014 |
Ensembles of Portfolio Rules F Nardari, RA Schüssler Available at SSRN 4217088, 2024 | 1 | 2024 |
Forecasting macroeconomic tail risk in real time: Do textual data add value? P Adämmer, J Prüser, RA Schüssler International Journal of Forecasting, 2024 | 1 | 2024 |
A Comprehensive Dynamic Bayesian Model Combination Approach to Forecasting Equity Premia J Beckmann, RA Schüssler Available at SSRN 2502356, 2015 | 1 | 2015 |
Forecasting exchange rates under model and parameter uncertainty J Beckmann, R Schüssler Center for Quantitative Economics, Münster, 2014 | 1 | 2014 |
Market Timing under Moment Conditions N Fay, M Kerkemeier, RA Schüssler Available at SSRN 4912765, 2024 | | 2024 |
Package ‘hdflex’ S Lehmann, P Adämmer, R Schüssler | | 2024 |
Economic Time Series Predictions and the Illusion of Support Recovery P Adämmer, RA Schüssler Available at SSRN 4019646, 2023 | | 2023 |
Local Predictability in High Dimensions P Adämmer, S Lehmann, RA Schüssler Available at SSRN 4342487, 2023 | | 2023 |
Online appendix to “Exchange rate predictability and dynamic Bayesian learning” J Beckmann, G Koop, D Korobilis, RA Schüssler | | 2020 |
The fundamental theorems of asset pricing and the closed-end fund puzzle G Frahm, A Jonen, R Schüssler International Journal of Theoretical and Applied Finance 22 (05), 1950025, 2019 | | 2019 |
Robust Dynamic Portfolio Choice Based on Out-Of-Sample Performance RA Schüssler Available at SSRN 3434092, 2019 | | 2019 |
Dynamic Optimization of Asset Allocation Strategies under Downside Risk Control: An Application to Futures Markets RA Schüssler Available at SSRN 2502383, 2016 | | 2016 |
Constructing Optimal Pathwise Confidence Bands Using Mixed-Integer Optimization RA Schüssler, MM Trede Available at SSRN 2701320, 2015 | | 2015 |
Essays on Model Combination and Optimal Portfolio Choice R Schüssler | | 2014 |